+176.0%
ALLY vs KMX
+6.5%
+169.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -0.7% | +1.5% | -2.2% | -1.5% |
| 30D | +1.1% | +3.0% | -1.9% | -0.9% |
| 3M | -13.2% | -7.8% | -5.4% | -10.5% |
| 6M | -13.5% | +34.3% | -47.8% | -28.1% |
| YTD | -14.3% | +40.2% | -54.5% | -32.6% |
| 1Y | -1.1% | +63.0% | -64.1% | -28.7% |
| 3Y | +62.0% | -14.5% | +76.5% | +55.0% |
| 5Y | -9.6% | -64.3% | +54.7% | +35.9% |
| 10Y | +176.0% | +2.8% | +173.2% | +104.0% |
| All | +176.0% | +6.5% | +169.5% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling